What is it about?
We examine the characteristics of the data series. We use averaging technique to check if the series need to be difference for forecasting and estimation purpose.
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Why is it important?
The main objective is to preserve the information contained in the data. As far as possible, we do not conduct differencing because in the process of differencing, valuable information may have deleted.
Perspectives
My work could be taken as the starting point for getting a procedure after using which, no series need to be differenced and all the information in the data are intact.
Chee-Yin Yip
Universiti Tunku Abdul Rahman
Read the Original
This page is a summary of: Difference or not to difference an integrated time series? An empirical investigation, Economic Research-Ekonomska Istraživanja, January 2018, Taylor & Francis,
DOI: 10.1080/1331677x.2018.1484783.
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